Confirmed, this is caused by the following change in behaviour:
When the command sudo is running dies due to a signal, sudo will now
send itself that same signal with the default signal handler installed
instead of exiting. The bash shell appears to ignore some signals, e.g.
SIGINT, unless the command being run is killed by that signal. This
makes the behavior of commands run under sudo the same as without sudo
when bash is the shell. Bug #722.